+9.5%
PCG vs AFRM
-25.1%
+34.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.8% |
| 7D | -1.6% | -7.3% | +5.7% | -1.2% |
| 30D | +1.4% | -9.6% | +11.0% | +1.9% |
| 3M | -23.4% | -11.1% | -12.3% | -23.0% |
| 6M | -19.4% | +3.9% | -23.2% | -19.8% |
| YTD | -18.5% | -8.5% | -10.0% | -18.7% |
| 1Y | -19.5% | +3.3% | -22.8% | -20.4% |
| 3Y | -21.0% | +213.7% | -234.7% | -28.9% |
| 5Y | +13.7% | -58.5% | +72.3% | +4.1% |
| All | +9.5% | -25.1% | +34.6% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling